“…Assume that ( , F , P) is a complete probability space, equipped with (F t ) t≥0 , a nondecreasing family of sub-σ -fields of F , such that F 0 contains all the events of probability 0. Let X, Y be two adapted martingales taking values in a certain separable Hilbert space (H, | · |), which may and will be taken to be equal to 2 A celebrated theorem of Burkholder [7] compares the L p -norms of differentially subordinated martingales. We would like to mention that the result was originally formulated in the discrete-time case, and the extension below is due to Wang [17] (see also [8] …”